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Stochastics and Stochastic Reports Volume 73, 2002 - Issue 3-4
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Original Articles

On a general result for backward stochastic differential equations

M. Hassani Department of Mathematics, Faculty of Science, Cadi Ayyad University, B.P. 2390-40001, Marrakesh, Morocco
&
Y. Ouknine Department of Mathematics, Faculty of Science, Cadi Ayyad University, B.P. 2390-40001, Marrakesh, Morocco
Pages 219-240 | Published online: 29 Oct 2010

Citations (7)

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Song Yao. (2018) On g−evaluations with domains under jump filtration. Stochastic Analysis and Applications 36:1, pages 40-102.
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Articles from other publishers (6)

Antonis Papapantoleon, Dylan Possamaï & Alexandros Saplaouras. (2018) Existence and uniqueness results for BSDE with jumps: the whole nine yards. Electronic Journal of Probability 23:none.
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Song Yao. (2017) solutions of backward stochastic differential equations with jumps . Stochastic Processes and their Applications 127:11, pages 3465-3511.
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K. Bahlali, E. Essaky & M. Hassani. (2015) Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator. SIAM Journal on Mathematical Analysis 47:6, pages 4251-4288.
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Samuel N. Cohen & Robert J. Elliott. (2012) Existence, uniqueness and comparisons for BSDEs in general spaces. The Annals of Probability 40:5.
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Jing Liu & Song Yao. (2016) Jump-Filtration Consistent Nonlinear Expectations with Lp Domains. SSRN Electronic Journal.
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Song Yao. (2016) On <i>g</i>>Evaluations with L<sup><i>p</i></sup> Domains under Jump Filtration. SSRN Electronic Journal.
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